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Category Archives: Risk

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Goldman Sachs and the 1MDB Scandal

Between 2012 and 2013 Goldman Sachs helped raise US$ 6.5 billion over three bond sales for 1Malaysia Development Berhad (1MDB). 1MDB was the strategic investment and development company that was wholly-owned and controlled by the Government of Malaysia through its Ministry of Finance. Goldman Sachs

Team Pakistan

Pakistan banks put hold on 2Checkout export wire transfers ?

Pakistan banks put a hold on 2Checkout wire transfers? TL;DR; Pakistani banks refuse to process wire transfers sent by payment gateways and aggregators. During an ongoing balance of payment crisis, they plan to return US$ 200 million in annual technology and SME linked online export

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TARF PSR PFE Model in Excel – Part II

TARF PSR PFE Model in Excel – Part II This is the second in the series on the calculation of Pre-settlement Risk (PSR) & Potential Future Exposure (PFE) for FX derivatives. We extend the model we used to calculate the PSR & PFE risk measures

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TARF PSR PFE Exposure calculation model

TARF PSR PFE Exposure calculation model Pre-settlement Risk (PSR) & Potential Future Exposure (PFE) are calculated to assess counterparty credit risk for derivative transactions. PSR calculates the risk of a counterparty default at a static point in time while PFEs assess the risk over the